Maximization: Maximization Iteration.
Description
Maximization Iteration.
Usage
Maximization(theta0, Update, maxit, eps, report)
Arguments
theta0
List containing the initial values of `mean` and `cov`.
Update
Function to iteratively update theta0.
maxit
Maximum number of EM iterations.
eps
Minimum acceptable increment in the EM objective.
Value
List containing the updated `mean` and `cov`, the final EM objective
`new_obj`.